Fundamental Theorems of Asset Pricing for Good Deal Bounds
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World Scientific Publishing Co. Pte. Ltd..
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- Soumik Pal, 2006. "Computing strategies for achieving acceptability," Papers math/0607617, arXiv.org.
- Vadim Lesnevski & Barry L. Nelson & Jeremy Staum, 2007. "Simulation of Coherent Risk Measures Based on Generalized Scenarios," Management Science, INFORMS, pages 1756-1769.
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- Takuji Arai & Masaaki Fukasawa, 2011. "Convex risk measures for good deal bounds," Papers 1108.1273, arXiv.org.
- Balbás, Alejandro & Balbás, Raquel & Garrido, José, 2010. "Extending pricing rules with general risk functions," European Journal of Operational Research, Elsevier, vol. 201(1), pages 23-33, February.
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